Half-Life: That one level where you have to get out of the waste processing facility. Not many enemies to fight, but it's all too easy to get lost there. Oh, and fighting Nihilanth. As if smashing those three crystals wasn't hard enough with all those Vortigaunts coming at you, Nihilanth fires teleportation orbs at you, sending you to even more Vortigaunts. Unless you smash those crystals, Nihilanth will regenerate, so if you don't know what you're doing, you'll die before you run out of ammo.
Warcraft III: The Frozen Throne: The three-parter mission where Arthas has to go through Azjol-Nerub. Parts 1 and 2 aren't that bad, but Part 3 can be quite annoying. Between the traps, the moving platforms, and having to snag all the gold and goodies before the timer runs out, it can become quite overwhelming if you don't know what you're doing. In addition, the bonus Orc campaign is basically a giant exercise in tedium. There's also the last mission of the Night Elf campaign and Mission 6 of the Undead campaign; how can Illidan and Sylvanas achieve their objectives if Furion's and Garithos's bases keep on dying?
StarCraft: Brood War: Mission 5A of the Terran campaign (the one where all the Ghosts nuke you). Nukes are great when you have them, but they're a major thorn in your side when the enemy has them. That's why you should go for the nuke silos in Mission 4 so all you have to worry about are Mengsk's Battlecruisers.
Baldur's Gate: The final battle with Sarevok. Traps in the floor, Angelo and that other mage tossing spells at your party, and Tazok acting as a giant meat shield that can deal hits as heavy as those he receives, in addition to a certain someone with spell immunity, a VERY low AC and THAC0, big damage, and tons of HP. Unless you and your party are well-prepared and you've planned ahead, you'll die like that. As if the fiasco at the Ducal Palace, the labyrinth under the Thieves' Guild, and the Iron Throne mercs in the Undercity weren't enough. Oh, and the escape from Candlekeep in the end of Chapter 6. Tedium with a capital "T," I say. Stupid doppelgangers...